You can set steam to local mode so you don't need to be logged into the net to play.
Not much will help load times, on the hottest system I have (dual opteron with 15k scsi raid0 array, work system that I have at home while I 'evaluate' it
) the load times were 5-10 seconds at most, that was sweet... but on my fastest home box (athlon xp 2400 with 7200rpm ide) it was taking twice that long or worse, that was long enough to be annoying.